NYVTX vs. VWRD.L
Compare and contrast key facts about Davis New York Venture Fund (NYVTX) and Vanguard FTSE All-World UCITS ETF (VWRD.L).
NYVTX is managed by Davis Funds. It was launched on Feb 17, 1969. VWRD.L is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World Index. It was launched on Jul 23, 2019.
Performance
NYVTX vs. VWRD.L - Performance Comparison
Loading graphics...
NYVTX vs. VWRD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NYVTX Davis New York Venture Fund | -0.07% | 26.83% | 17.27% | 30.14% | -17.54% | 12.47% | 11.42% | 30.99% | -12.99% | 22.18% |
VWRD.L Vanguard FTSE All-World UCITS ETF | -1.38% | 22.38% | 17.65% | 22.31% | -18.19% | 18.52% | 16.13% | 25.67% | -9.70% | 24.36% |
Returns By Period
In the year-to-date period, NYVTX achieves a -0.07% return, which is significantly higher than VWRD.L's -1.38% return. Over the past 10 years, NYVTX has outperformed VWRD.L with an annualized return of 12.57%, while VWRD.L has yielded a comparatively lower 11.63% annualized return.
NYVTX
- 1D
- 2.34%
- 1M
- -3.99%
- YTD
- -0.07%
- 6M
- 7.52%
- 1Y
- 24.23%
- 3Y*
- 22.27%
- 5Y*
- 9.27%
- 10Y*
- 12.57%
VWRD.L
- 1D
- 2.93%
- 1M
- -3.97%
- YTD
- -1.38%
- 6M
- 2.06%
- 1Y
- 22.03%
- 3Y*
- 17.54%
- 5Y*
- 9.72%
- 10Y*
- 11.63%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NYVTX vs. VWRD.L - Expense Ratio Comparison
NYVTX has a 0.89% expense ratio, which is higher than VWRD.L's 0.22% expense ratio.
Return for Risk
NYVTX vs. VWRD.L — Risk / Return Rank
NYVTX
VWRD.L
NYVTX vs. VWRD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis New York Venture Fund (NYVTX) and Vanguard FTSE All-World UCITS ETF (VWRD.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| NYVTX | VWRD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 1.42 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.92 | 1.98 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 2.47 | -0.39 |
Martin ratioReturn relative to average drawdown | 8.93 | 9.84 | -0.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NYVTX | VWRD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.42 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.64 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.74 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.76 | -0.28 |
Correlation
The correlation between NYVTX and VWRD.L is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
NYVTX vs. VWRD.L - Dividend Comparison
NYVTX's dividend yield for the trailing twelve months is around 11.47%, more than VWRD.L's 1.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NYVTX Davis New York Venture Fund | 11.47% | 11.46% | 21.31% | 7.92% | 7.48% | 21.93% | 5.88% | 7.54% | 24.08% | 8.32% | 12.85% | 22.97% |
VWRD.L Vanguard FTSE All-World UCITS ETF | 1.40% | 1.38% | 1.52% | 1.69% | 2.05% | 1.48% | 1.47% | 1.88% | 2.29% | 1.82% | 2.04% | 2.07% |
Drawdowns
NYVTX vs. VWRD.L - Drawdown Comparison
The maximum NYVTX drawdown since its inception was -58.56%, which is greater than VWRD.L's maximum drawdown of -33.83%. Use the drawdown chart below to compare losses from any high point for NYVTX and VWRD.L.
Loading graphics...
Drawdown Indicators
| NYVTX | VWRD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.56% | -33.83% | -24.73% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -11.45% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -32.62% | -26.02% | -6.60% |
Max Drawdown (10Y)Largest decline over 10 years | -36.98% | -33.83% | -3.15% |
Current DrawdownCurrent decline from peak | -5.52% | -5.54% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -4.66% | -5.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.21% | +0.60% |
Volatility
NYVTX vs. VWRD.L - Volatility Comparison
The current volatility for Davis New York Venture Fund (NYVTX) is 4.93%, while Vanguard FTSE All-World UCITS ETF (VWRD.L) has a volatility of 5.74%. This indicates that NYVTX experiences smaller price fluctuations and is considered to be less risky than VWRD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NYVTX | VWRD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 5.74% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 9.21% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.41% | 15.45% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 15.22% | +4.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.07% | 15.64% | +4.43% |